Fulvia Confortola

Available identifiers

zbMath Open confortola.fulviaMaRDI QIDQ303969

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6154368	2024-02-15	Paper
Progressively Enlargement of Filtrations and Control Problems for Step Processes	2021-12-23	Paper
Optimal control for stochastic Volterra equations with multiplicative Lévy noise	2020-05-12	Paper
Backward SDEs and infinite horizon stochastic optimal control	2020-04-29	Paper
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions	2019-09-19	Paper
\(L^p\) solution of backward stochastic differential equations driven by a marked point process	2018-12-21	Paper
Linear-quadratic optimal control under non-Markovian switching	2018-03-14	Paper
Optimal control of semi-Markov processes with a backward stochastic differential equations approach	2017-04-28	Paper
Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control	2016-08-23	Paper
Feedback optimal control for stochastic Volterra equations with completely monotone kernels	2015-11-02	Paper
Filtering of continuous-time Markov chains with noise-free observation and applications	2014-04-25	Paper
Optimal control for stochastic heat equation with memory	2014-03-11	Paper
Backward stochastic differential equations associated to jump Markov processes and applications	2014-02-06	Paper
Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes	2014-01-27	Paper
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels	2012-08-10	Paper
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.	2009-11-20	Paper
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators	2008-09-22	Paper
Optimal control of stochastic differential equations with dynamical boundary conditions	2008-06-17	Paper
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces	2008-04-28	Paper
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity	2007-05-03	Paper
DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS	2006-05-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Fulvia Confortola